ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 16-Sep-2020

Day Change Summary
	Previous	Current
	15-Sep-2020	16-Sep-2020	Change	Change %	Previous Week
Open	126-012	125-318	-0-015	0.0%	125-275
High	126-015	126-020	0-005	0.0%	126-032
Low	125-312	125-292	-0-020	0.0%	125-275
Close	126-000	125-315	-0-005	0.0%	126-025
Range	0-022	0-048	0-025	111.1%	0-078
ATR	0-052	0-051	0-000	-0.6%	0-000
Volume	352,819	537,096	184,277	52.2%	2,455,068

Daily Pivots for day following 16-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-138	126-114	126-021
R3	126-091	126-067	126-008
R2	126-043	126-043	126-004
R1	126-019	126-019	125-319	126-008
PP	125-316	125-316	125-316	125-310
S1	125-292	125-292	125-311	125-280
S2	125-268	125-268	125-306
S3	125-221	125-244	125-302
S4	125-173	125-197	125-289

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-237	126-208	126-068
R3	126-159	126-131	126-046
R2	126-082	126-082	126-039
R1	126-053	126-053	126-032	126-068
PP	126-004	126-004	126-004	126-011
S1	125-296	125-296	126-018	125-310
S2	125-247	125-247	126-011
S3	125-169	125-218	126-004
S4	125-092	125-141	125-302

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-035	125-285	0-070	0.2%	0-038	0.1%	43%	False	False	476,397
10	126-065	125-255	0-130	0.3%	0-050	0.1%	46%	False	False	556,037
20	126-065	125-218	0-168	0.4%	0-053	0.1%	58%	False	False	731,916
40	126-125	125-218	0-228	0.6%	0-050	0.1%	43%	False	False	369,979

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-222
2.618	126-144
1.618	126-097
1.000	126-068
0.618	126-049
HIGH	126-020
0.618	126-002
0.500	125-316
0.382	125-311
LOW	125-292
0.618	125-263
1.000	125-245
1.618	125-216
2.618	125-168
4.250	125-091

Fisher Pivots for day following 16-Sep-2020
Pivot	1 day	3 day
R1	125-316	126-004
PP	125-316	126-001
S1	125-315	125-318

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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